• Title/Summary/Keyword: Long short time memory

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An Approach for Stock Price Forecast using Long Short Term Memory

  • K.A.Surya Rajeswar;Pon Ramalingam;Sudalaimuthu.T
    • International Journal of Computer Science & Network Security
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    • v.23 no.4
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    • pp.166-171
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    • 2023
  • The Stock price analysis is an increasing concern in a financial time series. The purpose of the study is to analyze the price parameters of date, high, low, and news feed about the stock exchange price. Long short term memory (LSTM) is a cutting-edge technology used for predicting the data based on time series. LSTM performs well in executing large sequence of data. This paper presents the Long Short Term Memory Model has used to analyze the stock price ranges of 10 days and 20 days by exponential moving average. The proposed approach gives better performance using technical indicators of stock price with an accuracy of 82.6% and cross entropy of 71%.

Reproduction of Long-term Memory in hydroclimatological variables using Deep Learning Model

  • Lee, Taesam;Tran, Trang Thi Kieu
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.101-101
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    • 2020
  • Traditional stochastic simulation of hydroclimatological variables often underestimates the variability and correlation structure of larger timescale due to the difficulty in preserving long-term memory. However, the Long Short-Term Memory (LSTM) model illustrates a remarkable long-term memory from the recursive hidden and cell states. The current study, therefore, employed the LSTM model in stochastic generation of hydrologic and climate variables to examine how much the LSTM model can preserve the long-term memory and overcome the drawbacks of conventional time series models such as autoregressive (AR). A trigonometric function and the Rössler system as well as real case studies for hydrological and climatological variables were tested. Results presented that the LSTM model reproduced the variability and correlation structure of the larger timescale as well as the key statistics of the original time domain better than the AR and other traditional models. The hidden and cell states of the LSTM containing the long-memory and oscillation structure following the observations allows better performance compared to the other tested conventional models. This good representation of the long-term variability can be important in water manager since future water resources planning and management is highly related with this long-term variability.

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6-Parametric factor model with long short-term memory

  • Choi, Janghoon
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.521-536
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    • 2021
  • As life expectancies increase continuously over the world, the accuracy of forecasting mortality is more and more important to maintain social systems in the aging era. Currently, the most popular model used is the Lee-Carter model but various studies have been conducted to improve this model with one of them being 6-parametric factor model (6-PFM) which is introduced in this paper. To this new model, long short-term memory (LSTM) and regularized LSTM are applied in addition to vector autoregression (VAR), which is a traditional time-series method. Forecasting accuracies of several models, including the LC model, 4-PFM, 5-PFM, and 3 6-PFM's, are compared by using the U.S. and Korea life-tables. The results show that 6-PFM forecasts better than the other models (LC model, 4-PFM, and 5-PFM). Among the three 6-PFMs studied, regularized LSTM performs better than the other two methods for most of the tests.

Improvement of Track Tracking Performance Using Deep Learning-based LSTM Model (딥러닝 기반 LSTM 모형을 이용한 항적 추적성능 향상에 관한 연구)

  • Hwang, Jin-Ha;Lee, Jong-Min
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2021.05a
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    • pp.189-192
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    • 2021
  • This study applies a deep learning-based long short-term memory(LSTM) model to track tracking technology. In the case of existing track tracking technology, the weight of constant velocity, constant acceleration, stiff turn, and circular(3D) flight is automatically changed when tracking track in real time using LMIPDA based on Kalman filter according to flight characteristics of an aircraft such as constant velocity, constant acceleration, stiff turn, and circular(3D) flight. In this process, it is necessary to improve performance of changing flight characteristic weight, because changing flight characteristics such as stiff turn flight during constant velocity flight could incur the loss of track and decreasing of the tracking performance. This study is for improving track tracking performance by predicting the change of flight characteristics in advance and changing flight characteristic weigh rapidly. To get this result, this study makes deep learning-based Long Short-Term Memory(LSTM) model study the plot and target of simulator applied with radar error model, and compares the flight tracking results of using Kalman filter with those of deep learning-based Long Short-Term memory(LSTM) model.

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Prediction of time-series underwater noise data using long short term memory model (Long short term memory 모델을 이용한 시계열 수중 소음 데이터 예측)

  • Hyesun Lee;Wooyoung Hong;Kookhyun Kim;Keunhwa Lee
    • The Journal of the Acoustical Society of Korea
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    • v.42 no.4
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    • pp.313-319
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    • 2023
  • In this paper, a time series machine learning model, Long Short Term Memory (LSTM), is applied into the bubble flow noise data and the underwater projectile launch noise data to predict missing values of time-series underwater noise data. The former is mixed with bubble noise, flow noise, and fluid-induced interaction noise measured in a pipe and can be classified into three types. The latter is the noise generated when an underwater projectile is ejected from a launch tube and has a characteristic of instantaenous noise. For such types of noise, a data-driven model can be more useful than an analytical model. We constructed an LSTM model with given data and evaluated the model's performance based on the number of hidden units, the number of input sequences, and the decimation factor of signal. It is shown that the optimal LSTM model works well for new data of the same type.

Prediction of Baltic Dry Index by Applications of Long Short-Term Memory (Long Short-Term Memory를 활용한 건화물운임지수 예측)

  • HAN, Minsoo;YU, Song-Jin
    • Journal of Korean Society for Quality Management
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    • v.47 no.3
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    • pp.497-508
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    • 2019
  • Purpose: The purpose of this study is to overcome limitations of conventional studies that to predict Baltic Dry Index (BDI). The study proposed applications of Artificial Neural Network (ANN) named Long Short-Term Memory (LSTM) to predict BDI. Methods: The BDI time-series prediction was carried out through eight variables related to the dry bulk market. The prediction was conducted in two steps. First, identifying the goodness of fitness for the BDI time-series of specific ANN models and determining the network structures to be used in the next step. While using ANN's generalization capability, the structures determined in the previous steps were used in the empirical prediction step, and the sliding-window method was applied to make a daily (one-day ahead) prediction. Results: At the empirical prediction step, it was possible to predict variable y(BDI time series) at point of time t by 8 variables (related to the dry bulk market) of x at point of time (t-1). LSTM, known to be good at learning over a long period of time, showed the best performance with higher predictive accuracy compared to Multi-Layer Perceptron (MLP) and Recurrent Neural Network (RNN). Conclusion: Applying this study to real business would require long-term predictions by applying more detailed forecasting techniques. I hope that the research can provide a point of reference in the dry bulk market, and furthermore in the decision-making and investment in the future of the shipping business as a whole.

An accident diagnosis algorithm using long short-term memory

  • Yang, Jaemin;Kim, Jonghyun
    • Nuclear Engineering and Technology
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    • v.50 no.4
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    • pp.582-588
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    • 2018
  • Accident diagnosis is one of the complex tasks for nuclear power plant (NPP) operators. In abnormal or emergency situations, the diagnostic activity of the NPP states is burdensome though necessary. Numerous computer-based methods and operator support systems have been suggested to address this problem. Among them, the recurrent neural network (RNN) has performed well at analyzing time series data. This study proposes an algorithm for accident diagnosis using long short-term memory (LSTM), which is a kind of RNN, which improves the limitation for time reflection. The algorithm consists of preprocessing, the LSTM network, and postprocessing. In the LSTM-based algorithm, preprocessed input variables are calculated to output the accident diagnosis results. The outputs are also postprocessed using softmax to determine the ranking of accident diagnosis results with probabilities. This algorithm was trained using a compact nuclear simulator for several accidents: a loss of coolant accident, a steam generator tube rupture, and a main steam line break. The trained algorithm was also tested to demonstrate the feasibility of diagnosing NPP accidents.

Tidal Level Prediction of Busan Port using Long Short-Term Memory (Long Short-Term Memory를 이용한 부산항 조위 예측)

  • Kim, Hae Lim;Jeon, Yong-Ho;Park, Jae-Hyung;Yoon, Han-sam
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.28 no.4
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    • pp.469-476
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    • 2022
  • This study developed a Recurrent Neural Network model implemented through Long Short-Term Memory (LSTM) that generates long-term tidal level data at Busan Port using tide observation data. The tide levels in Busan Port were predicted by the Korea Hydrographic and Oceanographic Administration (KHOA) using the tide data observed at Busan New Port and Tongyeong as model input data. The model was trained for one month in January 2019, and subsequently, the accuracy was calculated for one year from February 2019 to January 2020. The constructed model showed the highest performance with a correlation coefficient of 0.997 and a root mean squared error of 2.69 cm when the tide time series of Busan New Port and Tongyeong were inputted together. The study's finding reveal that long-term tidal level data prediction of an arbitrary port is possible using the deep learning recurrent neural network model.

Emotion Classification based on EEG signals with LSTM deep learning method (어텐션 메커니즘 기반 Long-Short Term Memory Network를 이용한 EEG 신호 기반의 감정 분류 기법)

  • Kim, Youmin;Choi, Ahyoung
    • Journal of Korea Society of Industrial Information Systems
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    • v.26 no.1
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    • pp.1-10
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    • 2021
  • This study proposed a Long-Short Term Memory network to consider changes in emotion over time, and applied an attention mechanism to give weights to the emotion states that appear at specific moments. We used 32 channel EEG data from DEAP database. A 2-level classification (Low and High) experiment and a 3-level classification experiment (Low, Middle, and High) were performed on Valence and Arousal emotion model. As a result, accuracy of the 2-level classification experiment was 90.1% for Valence and 88.1% for Arousal. The accuracy of 3-level classification was 83.5% for Valence and 82.5% for Arousal.

Multi-layered attentional peephole convolutional LSTM for abstractive text summarization

  • Rahman, Md. Motiur;Siddiqui, Fazlul Hasan
    • ETRI Journal
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    • v.43 no.2
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    • pp.288-298
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    • 2021
  • Abstractive text summarization is a process of making a summary of a given text by paraphrasing the facts of the text while keeping the meaning intact. The manmade summary generation process is laborious and time-consuming. We present here a summary generation model that is based on multilayered attentional peephole convolutional long short-term memory (MAPCoL; LSTM) in order to extract abstractive summaries of large text in an automated manner. We added the concept of attention in a peephole convolutional LSTM to improve the overall quality of a summary by giving weights to important parts of the source text during training. We evaluated the performance with regard to semantic coherence of our MAPCoL model over a popular dataset named CNN/Daily Mail, and found that MAPCoL outperformed other traditional LSTM-based models. We found improvements in the performance of MAPCoL in different internal settings when compared to state-of-the-art models of abstractive text summarization.